Exchange | Asset Class | Spread Products | Type | Ratio | Side | Start Period | End Period | Credit |
---|---|---|---|---|---|---|---|---|
CME | EQUITY INDEX | BQ - E-MINI NASDAQ BIOTECHNOLOGY FUTURES | Delta | 1 | A | All dates | 60% | |
NQ - E-MINI NASDAQ 100 FUTURES | 1 | B | All dates | |||||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | All dates | 60% | |
VLQ - NASDAQ-100 VOL INDEX FUT | 1 | A | All dates | |||||
CME | EQUITY INDEX | N1R - NASDAQ-100 TOTAL RETURN INDEX FUT | Delta | 1 | A | All dates | 60% | |
VLQ - NASDAQ-100 VOL INDEX FUT | 1 | A | All dates | |||||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 2 | A | All dates | 60% | |
SMP - S&P SMALLCAP 600 FUTURES | 3 | B | All dates | |||||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | All dates | 60% | |
XAZ - E-MINI COM SERVICES SELECT SECTOR | 2 | B | All dates | |||||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | B | All dates | 60% | |
RSV - EMINI RUSSELL 1000 VALUE | 2 | A | All dates | |||||
CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | All dates | 60% | |
XAY - E-MINI SP500 CONS DISCRET SECTOR IX | 1 | B | All dates | |||||
CME | EQUITY INDEX | ASR - ADJUSTED INT RATE S&P500 TOTAL RET | Delta | 1 | A | All dates | 60% | |
XAY - E-MINI SP500 CONS DISCRET SECTOR IX | 1 | B | All dates | |||||
CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 5 | B | All dates | 60% | |
XAV - EMINI SP500- HEALTH CARE SECT INDEX | 12 | A | All dates | |||||
CME | EQUITY INDEX | XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX | Delta | 5 | A | All dates | 60% | |
CBT | YM - E-MINI DOW ($5) FUTURES | 2 | B | All dates | ||||
CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 1 | B | All dates | 60% | |
RSV - EMINI RUSSELL 1000 VALUE | 2 | A | All dates | |||||
CME | EQUITY INDEX | ASR - ADJUSTED INT RATE S&P500 TOTAL RET | Delta | 1 | A | All dates | 60% | |
XAZ - E-MINI COM SERVICES SELECT SECTOR | 2 | B | All dates | |||||
CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | All dates | 60% | |
XAZ - E-MINI COM SERVICES SELECT SECTOR | 2 | B | All dates | |||||
CME | EQUITY INDEX | ASR - ADJUSTED INT RATE S&P500 TOTAL RET | Delta | 1 | A | All dates | 60% | |
XAB - EMINI SP500 MATERIALS SECTOR INDEX | 2 | B | All dates | |||||
CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | All dates | 60% | |
XAB - EMINI SP500 MATERIALS SECTOR INDEX | 2 | B | All dates | |||||
CME | EQUITY INDEX | XAF - EMINI SP500 - FINANCIAL SECT INDEX | Delta | 2 | A | All dates | 60% | |
XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX | 3 | B | All dates | |||||
CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 1 | B | All dates | 60% | |
XAY - E-MINI SP500 CONS DISCRET SECTOR IX | 1 | A | All dates | |||||
CME | EQUITY INDEX | XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX | Delta | 3 | A | All dates | 60% | |
XAV - EMINI SP500- HEALTH CARE SECT INDEX | 2 | B | All dates | |||||
CME | EQUITY INDEX | XAV - EMINI SP500- HEALTH CARE SECT INDEX | Delta | 1 | A | All dates | 60% | |
XAY - E-MINI SP500 CONS DISCRET SECTOR IX | 1 | B | All dates | |||||
CME | EQUITY INDEX | XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | Delta | 1 | A | All dates | 60% | |
XAY - E-MINI SP500 CONS DISCRET SECTOR IX | 1 | B | All dates | |||||
CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | All dates | 60% | |
XAP - EMINI SP 500 CONS STAPLES SECTOR IX | 2 | B | All dates | |||||
CME | EQUITY INDEX | ASR - ADJUSTED INT RATE S&P500 TOTAL RET | Delta | 1 | A | All dates | 60% | |
XAP - EMINI SP 500 CONS STAPLES SECTOR IX | 2 | B | All dates | |||||
CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | A | All dates | 60% | |
XAY - E-MINI SP500 CONS DISCRET SECTOR IX | 1 | B | All dates | |||||
CME | EQUITY INDEX | R2V - EMINI RUSSELL 2000 VALUE INDEX FUTU | Delta | 3 | B | All dates | 60% | |
RTY - EMINI RUSSELL 2000 INDEX FUTURES | 2 | A | All dates | |||||
CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 2 | B | All dates | 60% | |
RTY - EMINI RUSSELL 2000 INDEX FUTURES | 3 | A | All dates | |||||
CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | A | All dates | 60% | |
XAV - EMINI SP500- HEALTH CARE SECT INDEX | 1 | B | All dates | |||||
CME | EQUITY INDEX | XAF - EMINI SP500 - FINANCIAL SECT INDEX | Delta | 1 | A | All dates | 60% | |
XAZ - E-MINI COM SERVICES SELECT SECTOR | 1 | B | All dates | |||||
CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 1 | A | All dates | 60% | |
XAZ - E-MINI COM SERVICES SELECT SECTOR | 2 | B | All dates | |||||
CME | EQUITY INDEX | XAE - EMINI SP 500 ENERGY SECTOR INDEX | Delta | 1 | A | All dates | 60% | |
XAZ - E-MINI COM SERVICES SELECT SECTOR | 1 | B | All dates | |||||
CME | EQUITY INDEX | R2G - EMINI RUSSELL 2000 GROWTH INDEX FUT | Delta | 3 | A | All dates | 60% | |
RSV - EMINI RUSSELL 1000 VALUE | 2 | B | All dates | |||||
CME | EQUITY INDEX | XAR - REAL ESTATE SELECT SECTOR FUTURES | Delta | 1 | A | All dates | 60% | |
XAU - EMINI SP500-UTILITIES SECTOR INDEX | 1 | B | All dates | |||||
CME | FX | EC - EURO FUTURE | Delta | 1 | A | All dates | 60% | |
FR - HUNGARIAN FORINT (USD) FUTURES | 2 | B | All dates | |||||
CME | FX | CC - EC/CD CROSS RATE FUTURE | Delta | 4 | A | All dates | 60% | |
JY - JAPANESE YEN FUTURES | 5 | B | All dates | |||||
CME | FX | 1SF - E-MICRO USD/CHF FUTURES | Delta | 18 | A | All dates | 60% | |
BF - BPSF FUTURE | 1 | B | All dates | |||||
CBT | AGRICULTURE | DGS - BLOOMBERG COMMODITY INDEX SWAPS | Delta | 5 | B | All dates | 60% | |
CME | GI - S&P-GSCI COMMODITY INDEX FUTURE | 1 | A | All dates | ||||
CME | REAL ESTATE | LAV - LAS VEGAS CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 60% | |
MIA - MIAMI CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||
CME | REAL ESTATE | MIA - MIAMI CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 60% | |
SDG - SAN DIEGO CSI HOUSING INDEX FUTURE | 1 | B | All dates | |||||
CME | REAL ESTATE | BOS - BOSTON CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 60% | |
SDG - SAN DIEGO CSI HOUSING INDEX FUTURE | 1 | B | All dates | |||||
CME | REAL ESTATE | CUS - COMP CITIES CSI HOUSING INDEX FUT | Delta | 1 | A | All dates | 60% | |
SFR - SAN FRANCISCO CSI HOUSING INDEX FUT | 1 | B | All dates | |||||
CME | REAL ESTATE | LAX - LOS ANGELES CSI HOUSING INDEX FUT | Delta | 1 | A | All dates | 60% | |
SFR - SAN FRANCISCO CSI HOUSING INDEX FUT | 1 | B | All dates | |||||
CME | REAL ESTATE | MIA - MIAMI CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 60% | |
NYM - NEW YORK CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||
CME | REAL ESTATE | BOS - BOSTON CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 60% | |
WDC - WASH DC CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||
CME | REAL ESTATE | SDG - SAN DIEGO CSI HOUSING INDEX FUTURE | Delta | 1 | A | All dates | 60% | |
SFR - SAN FRANCISCO CSI HOUSING INDEX FUT | 1 | B | All dates | |||||
CME | REAL ESTATE | CHI - CHICAGO CSI HOUSING INDEX FUTURE | Delta | 1 | A | All dates | 60% | |
MIA - MIAMI CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||
CME | REAL ESTATE | LAV - LAS VEGAS CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 60% | |
WDC - WASH DC CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||
CME | FX | MP - MEXICAN PESO FUTURES | Delta | 1 | A | All dates | 60% | |
RA - AFRICAN RAND FUTURES | 1 | B | All dates | |||||
CME | REAL ESTATE | BOS - BOSTON CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 60% | |
CHI - CHICAGO CSI HOUSING INDEX FUTURE | 1 | B | All dates | |||||
CME | REAL ESTATE | NYM - NEW YORK CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 60% | |
SDG - SAN DIEGO CSI HOUSING INDEX FUTURE | 1 | B | All dates | |||||
CME | REAL ESTATE | CHI - CHICAGO CSI HOUSING INDEX FUTURE | Delta | 1 | A | All dates | 60% | |
SDG - SAN DIEGO CSI HOUSING INDEX FUTURE | 1 | B | All dates | |||||
CME | FX | CD - CANADIAN DOLLAR FUTURES | Delta | 1 | A | All dates | 60% | |
NE - NEW ZEALAND FUTURES | 1 | B | All dates | |||||
CME | REAL ESTATE | CHI - CHICAGO CSI HOUSING INDEX FUTURE | Delta | 1 | A | All dates | 60% | |
NYM - NEW YORK CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||
CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 96 | B | 12/2020 | 03/2021 | 86% |
DA - CLASS III MILK FUTURES | 100 | A | 12/2020 | 03/2021 | ||||
DB - CASH BUTTER FUTURES | 4 | B | 12/2020 | 02/2021 | ||||
DY - CME DRY WHEY FUTURES | 27 | B | 12/2020 | 04/2021 | ||||
CBT | INTEREST RATES | 66 - 10Y INTEREST RATE SWAP FUTURES | Delta | 2 | B | All dates | 60% | |
CME | ED - EURODOLLAR FUTURES | 7 | A | All dates | ||||
CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 09/2019 | 06/2021 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 4 | A | 09/2024 | 03/2030 | |||
CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 09/2019 | 06/2021 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 4 | A | 09/2023 | 06/2024 | |||
CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 09/2019 | 06/2021 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 4 | A | 09/2022 | 06/2023 | |||
CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 09/2019 | 06/2021 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 4 | A | 03/2021 | 06/2021 | |||
CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 09/2019 | 06/2021 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 4 | A | 09/2021 | 06/2022 | |||
CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 09/2019 | 06/2021 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 4 | A | 03/2021 | 06/2021 | |||
CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 09/2019 | 06/2021 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 4 | A | 09/2021 | 06/2022 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2021 | 09/2021 | 60% |
CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 06/2019 | |||
CBT | AGRICULTURE | DGS - BLOOMBERG COMMODITY INDEX SWAPS | Delta | 5 | B | All dates | 60% | |
CME | GA - GSCI ER FUTURES | 1 | A | All dates | ||||
CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 60% | |
CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2023 | 09/2024 | |||
CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 60% | |
CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2022 | 09/2023 | |||
CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 96 | B | 12/2020 | 03/2021 | 86% |
DA - CLASS III MILK FUTURES | 100 | A | 12/2020 | 03/2021 | ||||
DB - CASH BUTTER FUTURES | 4 | B | 12/2020 | 02/2021 | ||||
DY - CME DRY WHEY FUTURES | 27 | B | 12/2020 | 04/2021 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2027 | 09/2028 | 60% |
CBT | S1U - 7-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2029 | 09/2030 | 60% |
CBT | S1U - 7-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2026 | 09/2027 | 60% |
CBT | S1U - 7-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2028 | 09/2029 | 60% |
CBT | S1U - 7-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | ||||
CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 96 | B | 12/2020 | 03/2021 | 86% |
DA - CLASS III MILK FUTURES | 100 | A | 12/2020 | 03/2021 | ||||
DB - CASH BUTTER FUTURES | 4 | B | 12/2020 | 02/2021 | ||||
DY - CME DRY WHEY FUTURES | 27 | B | 11/2020 | 11/2020 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2029 | 09/2030 | 60% |
CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 3 | A | All dates | ||||
CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2019 | 06/2021 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 09/2024 | 03/2030 | |||
CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2019 | 06/2021 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 09/2023 | 06/2024 | |||
CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2019 | 06/2021 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 09/2022 | 06/2023 | |||
CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2019 | 06/2021 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2020 | 12/2020 | |||
CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2019 | 06/2021 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 06/2021 | |||
CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2019 | 06/2021 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 09/2021 | 06/2022 | |||
CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2019 | 06/2021 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 09/2021 | 06/2022 | |||
CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2019 | 06/2021 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 06/2021 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2026 | 09/2027 | 60% |
CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2027 | 09/2028 | 60% |
CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2026 | 09/2027 | 60% |
CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2020 | 06/2021 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2029 | 09/2030 | 60% |
CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2019 | 09/2019 | |||
CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 96 | B | 12/2020 | 03/2021 | 86% |
DA - CLASS III MILK FUTURES | 100 | A | 12/2020 | 03/2021 | ||||
DB - CASH BUTTER FUTURES | 4 | B | 12/2020 | 02/2021 | ||||
DY - CME DRY WHEY FUTURES | 27 | B | 11/2020 | 11/2020 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2028 | 09/2029 | 60% |
CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2019 | 09/2019 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2026 | 09/2027 | 60% |
CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2019 | 09/2019 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2027 | 09/2028 | 60% |
CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2019 | 09/2019 | |||
CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | A | All dates | 60% | |
CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2024 | 09/2025 | |||
CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 96 | B | 12/2020 | 03/2021 | 86% |
DA - CLASS III MILK FUTURES | 100 | A | 12/2020 | 03/2021 | ||||
DB - CASH BUTTER FUTURES | 4 | B | 11/2020 | 11/2020 | ||||
DY - CME DRY WHEY FUTURES | 27 | B | 12/2020 | 04/2021 | ||||
CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2021 | 06/2021 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 12/2020 | 12/2020 | |||
CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2020 | 03/2021 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 12/2020 | 12/2020 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2025 | 09/2026 | 60% |
CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2019 | 03/2020 | |||
CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 96 | B | 12/2020 | 03/2021 | 86% |
DA - CLASS III MILK FUTURES | 100 | A | 12/2020 | 03/2021 | ||||
DB - CASH BUTTER FUTURES | 4 | B | 11/2020 | 11/2020 | ||||
DY - CME DRY WHEY FUTURES | 27 | B | 12/2020 | 04/2021 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 60% | |
CME | ED - EURODOLLAR FUTURES | 2 | A | 03/2021 | 09/2021 | |||
CBT | INTEREST RATES | F1S - 5-YEAR SOFR MAC SWAP FUTURES | Delta | 3 | A | All dates | 60% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2020 | 09/2020 | |||
CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 5 | B | 09/2020 | 09/2020 | 60% |
CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 3 | A | All dates | ||||
CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | A | All dates | 60% | |
CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2023 | 09/2024 | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 60% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 03/2021 | 06/2021 | |||
CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 96 | B | 12/2020 | 03/2021 | 86% |
DA - CLASS III MILK FUTURES | 100 | A | 12/2020 | 03/2021 | ||||
DB - CASH BUTTER FUTURES | 4 | B | 11/2020 | 11/2020 | ||||
DY - CME DRY WHEY FUTURES | 27 | B | 11/2020 | 11/2020 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 60% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 03/2021 | 06/2021 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2025 | 09/2026 | 60% |
CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2020 | 09/2020 | |||
CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 06/2020 | 06/2021 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 09/2023 | 06/2024 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 12/2025 | 09/2026 | 60% |
CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 4 | A | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2025 | 09/2026 | 60% |
CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 12/2020 | 06/2021 | |||
CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 06/2020 | 06/2021 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 09/2022 | 06/2023 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 60% | |
CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2024 | 09/2025 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2024 | 09/2025 | 60% |
CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2019 | 09/2019 | |||
CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 15 | B | 03/2013 | 06/2013 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 4 | A | 12/2020 | 12/2020 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 12/2024 | 09/2025 | 60% |
CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 4 | A | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2024 | 09/2025 | 60% |
CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 12/2020 | 06/2021 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2024 | 09/2025 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2024 | 03/2030 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2024 | 09/2025 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2023 | 06/2024 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2024 | 09/2025 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2022 | 06/2023 | ||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2021 | 10/2025 | 60% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2023 | 09/2024 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 12/2025 | 09/2026 | 60% |
CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 4 | A | All dates | ||||
CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 12/2019 | 03/2020 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 09/2023 | 06/2024 | |||
CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 12/2019 | 03/2020 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 09/2022 | 06/2023 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 06/2021 | 10/2021 | 60% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2022 | 09/2023 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2023 | 09/2024 | 60% |
CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2018 | 03/2019 | |||
CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 4 | B | 06/2021 | 06/2021 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 09/2021 | 06/2022 | |||
CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 4 | B | 06/2021 | 06/2021 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 09/2021 | 06/2022 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 05/2021 | 60% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2021 | 09/2022 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 12/2024 | 09/2025 | 60% |
CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 4 | A | All dates | ||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 11/2021 | 10/2025 | 60% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 12/2020 | 12/2020 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 06/2021 | 10/2021 | 60% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 12/2020 | 12/2020 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2023 | 09/2024 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2021 | 06/2022 | ||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2021 | 10/2025 | 60% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2021 | 09/2021 | |||
CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 03/2021 | 11/2021 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2024 | 03/2030 | ||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 05/2021 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2024 | 03/2030 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 06/2021 | 10/2021 | 60% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2021 | 09/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2021 | 02/2021 | 60% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2021 | 09/2021 | |||
CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 02/2021 | 02/2021 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2023 | 06/2024 | ||||
CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 06/2019 | 09/2019 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 09/2023 | 06/2024 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 05/2021 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2023 | 06/2024 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2022 | 09/2023 | 60% |
CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2017 | 03/2018 | |||
CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 06/2019 | 09/2019 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 09/2022 | 06/2023 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 05/2021 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2022 | 06/2023 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2020 | 02/2021 | 60% |
CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2018 | 09/2018 | |||
CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 01/2021 | 01/2021 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2021 | 06/2022 | ||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 06/2021 | 10/2021 | 60% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 11/2020 | 11/2020 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2021 | 10/2025 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2021 | 06/2021 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2022 | 09/2023 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2021 | 06/2021 | ||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 11/2020 | 12/2020 | 60% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 03/2021 | 11/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2021 | 10/2025 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2020 | 12/2020 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2021 | 09/2022 | 60% |
CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2018 | 09/2018 | |||
CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 12/2020 | 12/2020 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2021 | 06/2021 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2021 | 09/2022 | 60% |
CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2017 | 09/2017 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2022 | 09/2023 | 60% |
CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2019 | 09/2019 | |||
CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 11/2020 | 11/2020 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2020 | 12/2020 | ||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 11/2020 | 12/2020 | 60% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 11/2020 | 11/2020 | |||
CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 3 | B | 09/2024 | 03/2030 | 60% |
CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 4 | A | All dates | ||||
CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 96 | B | 12/2020 | 03/2021 | 86% |
DA - CLASS III MILK FUTURES | 100 | A | 12/2020 | 03/2021 | ||||
DB - CASH BUTTER FUTURES | 4 | B | 11/2020 | 11/2020 | ||||
DY - CME DRY WHEY FUTURES | 27 | B | 11/2020 | 11/2020 | ||||
CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 11/2020 | 11/2020 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2020 | 09/2020 | ||||
CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 96 | B | 12/2020 | 03/2021 | 86% |
DA - CLASS III MILK FUTURES | 100 | A | 11/2020 | 11/2020 | ||||
DB - CASH BUTTER FUTURES | 4 | B | 12/2020 | 02/2021 | ||||
DY - CME DRY WHEY FUTURES | 27 | B | 12/2020 | 04/2021 | ||||
CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 96 | B | 12/2020 | 03/2021 | 86% |
DA - CLASS III MILK FUTURES | 100 | A | 11/2020 | 11/2020 | ||||
DB - CASH BUTTER FUTURES | 4 | B | 12/2020 | 02/2021 | ||||
DY - CME DRY WHEY FUTURES | 27 | B | 12/2020 | 04/2021 | ||||
CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 96 | B | 12/2020 | 03/2021 | 86% |
DA - CLASS III MILK FUTURES | 100 | A | 11/2020 | 11/2020 | ||||
DB - CASH BUTTER FUTURES | 4 | B | 12/2020 | 02/2021 | ||||
DY - CME DRY WHEY FUTURES | 27 | B | 11/2020 | 11/2020 | ||||
CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 96 | B | 11/2020 | 11/2020 | 86% |
DA - CLASS III MILK FUTURES | 100 | A | 12/2020 | 03/2021 | ||||
DB - CASH BUTTER FUTURES | 4 | B | 12/2020 | 02/2021 | ||||
DY - CME DRY WHEY FUTURES | 27 | B | 12/2020 | 04/2021 | ||||
CME | WEATHER | H3 - CINCINNATI HDD FUTURE | Delta | 1 | A | All dates | 60% | |
H3V - CINCINNATI HEATING SEASONAL STRIP F | 1 | B | All dates | |||||
CME | WEATHER | H2 - CHICAGO HDD FUTURE | Delta | 1 | A | All dates | 60% | |
H2V - CHICAGO OCT-HDD SEASON STRIP FUTURE | 1 | B | All dates | |||||
CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 96 | B | 11/2020 | 11/2020 | 86% |
DA - CLASS III MILK FUTURES | 100 | A | 12/2020 | 03/2021 | ||||
DB - CASH BUTTER FUTURES | 4 | B | 12/2020 | 02/2021 | ||||
DY - CME DRY WHEY FUTURES | 27 | B | 12/2020 | 04/2021 | ||||
CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 96 | B | 12/2020 | 03/2021 | 86% |
DA - CLASS III MILK FUTURES | 100 | A | 11/2020 | 11/2020 | ||||
DB - CASH BUTTER FUTURES | 4 | B | 12/2020 | 02/2021 | ||||
DY - CME DRY WHEY FUTURES | 27 | B | 11/2020 | 11/2020 | ||||
CME | FX | AD - AUSTRALIAN DOLLAR FUTURES | Delta | 1 | A | All dates | 59% | |
CD - CANADIAN DOLLAR FUTURES | 1 | B | All dates | |||||
CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 96 | B | 11/2020 | 11/2020 | 86% |
DA - CLASS III MILK FUTURES | 100 | A | 12/2020 | 03/2021 | ||||
DB - CASH BUTTER FUTURES | 4 | B | 12/2020 | 02/2021 | ||||
DY - CME DRY WHEY FUTURES | 27 | B | 11/2020 | 11/2020 | ||||
CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 96 | B | 11/2020 | 11/2020 | 86% |
DA - CLASS III MILK FUTURES | 100 | A | 12/2020 | 03/2021 | ||||
DB - CASH BUTTER FUTURES | 4 | B | 12/2020 | 02/2021 | ||||
DY - CME DRY WHEY FUTURES | 27 | B | 11/2020 | 11/2020 | ||||
CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 96 | B | 12/2020 | 03/2021 | 86% |
DA - CLASS III MILK FUTURES | 100 | A | 11/2020 | 11/2020 | ||||
DB - CASH BUTTER FUTURES | 4 | B | 11/2020 | 11/2020 | ||||
DY - CME DRY WHEY FUTURES | 27 | B | 12/2020 | 04/2021 | ||||
CME | FX | SE - SKR/USD CROSS RATE FUTURES | Delta | 1 | A | All dates | 58% | |
UN - NKR/USD FUTURES | 1 | B | All dates | |||||
CME | EQUITY INDEX | FTU - EMINI USD FTSE 100 INDEX FUTURE | Delta | 2 | A | All dates | 58% | |
CBT | YM - E-MINI DOW ($5) FUTURES | 1 | B | All dates | ||||
CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 4 | B | 12/2020 | 03/2021 | 86% |
DA - CLASS III MILK FUTURES | 4 | A | 12/2020 | 03/2021 | ||||
DY - CME DRY WHEY FUTURES | 1 | B | 12/2020 | 04/2021 | ||||
CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 96 | B | 12/2020 | 03/2021 | 86% |
DA - CLASS III MILK FUTURES | 100 | A | 11/2020 | 11/2020 | ||||
DB - CASH BUTTER FUTURES | 4 | B | 11/2020 | 11/2020 | ||||
DY - CME DRY WHEY FUTURES | 27 | B | 12/2020 | 04/2021 | ||||
CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 4 | B | 12/2020 | 03/2021 | 86% |
DA - CLASS III MILK FUTURES | 4 | A | 12/2020 | 03/2021 | ||||
DY - CME DRY WHEY FUTURES | 1 | B | 12/2020 | 04/2021 | ||||
CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 96 | B | 12/2020 | 03/2021 | 86% |
DA - CLASS III MILK FUTURES | 100 | A | 11/2020 | 11/2020 | ||||
DB - CASH BUTTER FUTURES | 4 | B | 11/2020 | 11/2020 | ||||
DY - CME DRY WHEY FUTURES | 27 | B | 11/2020 | 11/2020 | ||||
CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 4 | B | 12/2020 | 03/2021 | 86% |
DA - CLASS III MILK FUTURES | 4 | A | 12/2020 | 03/2021 | ||||
DY - CME DRY WHEY FUTURES | 1 | B | 11/2020 | 11/2020 | ||||
CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 96 | B | 11/2020 | 11/2020 | 86% |
DA - CLASS III MILK FUTURES | 100 | A | 12/2020 | 03/2021 | ||||
DB - CASH BUTTER FUTURES | 4 | B | 11/2020 | 11/2020 | ||||
DY - CME DRY WHEY FUTURES | 27 | B | 12/2020 | 04/2021 | ||||
CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 96 | B | 11/2020 | 11/2020 | 86% |
DA - CLASS III MILK FUTURES | 100 | A | 12/2020 | 03/2021 | ||||
DB - CASH BUTTER FUTURES | 4 | B | 11/2020 | 11/2020 | ||||
DY - CME DRY WHEY FUTURES | 27 | B | 12/2020 | 04/2021 | ||||
CME | FX | EC - EURO FUTURE | Delta | 5 | A | All dates | 57% | |
SE - SKR/USD CROSS RATE FUTURES | 3 | B | All dates | |||||
CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 96 | B | 12/2020 | 03/2021 | 86% |
DA - CLASS III MILK FUTURES | 100 | A | 11/2020 | 11/2020 | ||||
DB - CASH BUTTER FUTURES | 4 | B | 11/2020 | 11/2020 | ||||
DY - CME DRY WHEY FUTURES | 27 | B | 11/2020 | 11/2020 | ||||
CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 4 | B | 12/2020 | 03/2021 | 86% |
DA - CLASS III MILK FUTURES | 4 | A | 12/2020 | 03/2021 | ||||
DY - CME DRY WHEY FUTURES | 1 | B | 11/2020 | 11/2020 | ||||
CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 96 | B | 11/2020 | 11/2020 | 86% |
DA - CLASS III MILK FUTURES | 100 | A | 12/2020 | 03/2021 | ||||
DB - CASH BUTTER FUTURES | 4 | B | 11/2020 | 11/2020 | ||||
DY - CME DRY WHEY FUTURES | 27 | B | 11/2020 | 11/2020 | ||||
CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 96 | B | 11/2020 | 11/2020 | 86% |
DA - CLASS III MILK FUTURES | 100 | A | 12/2020 | 03/2021 | ||||
DB - CASH BUTTER FUTURES | 4 | B | 11/2020 | 11/2020 | ||||
DY - CME DRY WHEY FUTURES | 27 | B | 11/2020 | 11/2020 | ||||
CME | FX | RY - EURO FX/JY FUTURE | Delta | 2 | A | All dates | 55% | |
SJ - SFJY FUTURES | 3 | B | All dates | |||||
CME | FX | AJ - AD/JY FUTURES | Delta | 1 | A | All dates | 55% | |
RY - EURO FX/JY FUTURE | 1 | B | All dates | |||||
CME | FX | BF - BPSF FUTURE | Delta | 1 | A | All dates | 55% | |
BY - BPJY FUTURE | 1 | B | All dates | |||||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 2 | B | All dates | 55% | |
TPY - YEN DENOMINATED TOPIX FUTURES | 3 | A | All dates | |||||
CME | FX | 1JY - E-MICRO USD/JPY FUT | Delta | 16 | B | All dates | 55% | |
CY - CD/JY FUTURES | 1 | A | All dates | |||||
CME | FX | AJ - AD/JY FUTURES | Delta | 1 | A | All dates | 55% | |
BP - BRITISH POUND FUTURES | 2 | B | All dates | |||||
CME | FX | AJ - AD/JY FUTURES | Delta | 1 | A | All dates | 55% | |
NE - NEW ZEALAND FUTURES | 3 | B | All dates | |||||
CME | FX | AJ - AD/JY FUTURES | Delta | 1 | A | All dates | 55% | |
CD - CANADIAN DOLLAR FUTURES | 2 | B | All dates | |||||
CME | FX | CD - CANADIAN DOLLAR FUTURES | Delta | 2 | A | All dates | 55% | |
RY - EURO FX/JY FUTURE | 1 | B | All dates | |||||
CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | All dates | 55% | |
VLQ - NASDAQ-100 VOL INDEX FUT | 5 | A | All dates | |||||
CME | EQUITY INDEX | SMP - S&P SMALLCAP 600 FUTURES | Delta | 10 | A | All dates | 55% | |
SP - S&P 500 FUTURES | 1 | B | All dates | |||||
CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | B | All dates | 55% | |
XAP - EMINI SP 500 CONS STAPLES SECTOR IX | 10 | A | All dates | |||||
CME | EQUITY INDEX | IPT - BTIC ON E-MINI IPOX 100 U.S. INDEX | Delta | 125 | A | All dates | 55% | |
SP - S&P 500 FUTURES | 1 | B | All dates | |||||
CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 96 | B | 11/2020 | 11/2020 | 86% |
DA - CLASS III MILK FUTURES | 100 | A | 11/2020 | 11/2020 | ||||
DB - CASH BUTTER FUTURES | 4 | B | 12/2020 | 02/2021 | ||||
DY - CME DRY WHEY FUTURES | 27 | B | 12/2020 | 04/2021 | ||||
CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 96 | B | 11/2020 | 11/2020 | 86% |
DA - CLASS III MILK FUTURES | 100 | A | 11/2020 | 11/2020 | ||||
DB - CASH BUTTER FUTURES | 4 | B | 12/2020 | 02/2021 | ||||
DY - CME DRY WHEY FUTURES | 27 | B | 12/2020 | 04/2021 | ||||
CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | All dates | 55% | |
VLQ - NASDAQ-100 VOL INDEX FUT | 1 | A | All dates | |||||
CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 96 | B | 11/2020 | 11/2020 | 86% |
DA - CLASS III MILK FUTURES | 100 | A | 11/2020 | 11/2020 | ||||
DB - CASH BUTTER FUTURES | 4 | B | 12/2020 | 02/2021 | ||||
DY - CME DRY WHEY FUTURES | 27 | B | 11/2020 | 11/2020 | ||||
CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 96 | B | 11/2020 | 11/2020 | 86% |
DA - CLASS III MILK FUTURES | 100 | A | 11/2020 | 11/2020 | ||||
DB - CASH BUTTER FUTURES | 4 | B | 12/2020 | 02/2021 | ||||
DY - CME DRY WHEY FUTURES | 27 | B | 11/2020 | 11/2020 | ||||
CME | EQUITY INDEX | VLQ - NASDAQ-100 VOL INDEX FUT | Delta | 1 | A | All dates | 55% | |
CBT | YM - E-MINI DOW ($5) FUTURES | 1 | A | All dates | ||||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | All dates | 55% | |
CBT | YM - E-MINI DOW ($5) FUTURES | 1 | B | All dates | ||||
CBT | EQUITY INDEX | DTR - DOW JONES TOT RTURN FUT | Delta | 1 | A | All dates | 55% | |
CME | VLQ - NASDAQ-100 VOL INDEX FUT | 1 | A | All dates | ||||
CME | EQUITY INDEX | FTU - EMINI USD FTSE 100 INDEX FUTURE | Delta | 2 | A | All dates | 55% | |
NQ - E-MINI NASDAQ 100 FUTURES | 1 | B | All dates | |||||
CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | All dates | 55% | |
XAV - EMINI SP500- HEALTH CARE SECT INDEX | 2 | B | All dates | |||||
CME | EQUITY INDEX | ASR - ADJUSTED INT RATE S&P500 TOTAL RET | Delta | 1 | A | All dates | 55% | |
XAV - EMINI SP500- HEALTH CARE SECT INDEX | 2 | B | All dates | |||||
CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 2 | A | All dates | 55% | |
CBT | YM - E-MINI DOW ($5) FUTURES | 3 | B | All dates | ||||
CME | EQUITY INDEX | XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX | Delta | 1 | A | All dates | 55% | |
XAZ - E-MINI COM SERVICES SELECT SECTOR | 1 | B | All dates | |||||
CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 2 | B | All dates | 55% | |
XAF - EMINI SP500 - FINANCIAL SECT INDEX | 3 | A | All dates | |||||
CME | EQUITY INDEX | XAB - EMINI SP500 MATERIALS SECTOR INDEX | Delta | 3 | A | All dates | 55% | |
XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX | 2 | B | All dates | |||||
CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 2 | B | All dates | 55% | |
XAV - EMINI SP500- HEALTH CARE SECT INDEX | 3 | A | All dates | |||||
CME | EQUITY INDEX | XAF - EMINI SP500 - FINANCIAL SECT INDEX | Delta | 1 | A | All dates | 55% | |
XAV - EMINI SP500- HEALTH CARE SECT INDEX | 1 | B | All dates | |||||
CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 1 | B | All dates | 55% | |
XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | 1 | A | All dates | |||||
CME | EQUITY INDEX | FT1 - E-MINI FTSE 100 INDEX FUTURES | Delta | 1 | A | All dates | 55% | |
CBT | YM - E-MINI DOW ($5) FUTURES | 1 | B | All dates | ||||
CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | A | All dates | 55% | |
XAF - EMINI SP500 - FINANCIAL SECT INDEX | 1 | B | All dates | |||||
CME | EQUITY INDEX | RSG - EMINI RUSSELL 1000 GROWTH FUT | Delta | 6 | B | All dates | 55% | |
RTY - EMINI RUSSELL 2000 INDEX FUTURES | 5 | A | All dates | |||||
CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 1 | B | All dates | 55% | |
XAE - EMINI SP 500 ENERGY SECTOR INDEX | 1 | A | All dates | |||||
CME | EQUITY INDEX | XAE - EMINI SP 500 ENERGY SECTOR INDEX | Delta | 1 | A | All dates | 55% | |
XAV - EMINI SP500- HEALTH CARE SECT INDEX | 1 | B | All dates | |||||
CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 4 | B | 12/2020 | 03/2021 | 86% |
DA - CLASS III MILK FUTURES | 4 | A | 11/2020 | 11/2020 | ||||
DY - CME DRY WHEY FUTURES | 1 | B | 12/2020 | 04/2021 | ||||
CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | A | All dates | 55% | |
XAE - EMINI SP 500 ENERGY SECTOR INDEX | 1 | B | All dates | |||||
CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 4 | B | 12/2020 | 03/2021 | 86% |
DA - CLASS III MILK FUTURES | 4 | A | 11/2020 | 11/2020 | ||||
DY - CME DRY WHEY FUTURES | 1 | B | 12/2020 | 04/2021 | ||||
CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 4 | B | 12/2020 | 03/2021 | 86% |
DA - CLASS III MILK FUTURES | 4 | A | 11/2020 | 11/2020 | ||||
DY - CME DRY WHEY FUTURES | 1 | B | 11/2020 | 11/2020 | ||||
CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | A | All dates | 55% | |
XAP - EMINI SP 500 CONS STAPLES SECTOR IX | 1 | B | All dates | |||||
CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 96 | B | 11/2020 | 11/2020 | 86% |
DA - CLASS III MILK FUTURES | 100 | A | 11/2020 | 11/2020 | ||||
DB - CASH BUTTER FUTURES | 4 | B | 11/2020 | 11/2020 | ||||
DY - CME DRY WHEY FUTURES | 27 | B | 12/2020 | 04/2021 | ||||
CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 4 | B | 11/2020 | 11/2020 | 86% |
DA - CLASS III MILK FUTURES | 4 | A | 12/2020 | 03/2021 | ||||
DY - CME DRY WHEY FUTURES | 1 | B | 12/2020 | 04/2021 | ||||
CME | EQUITY INDEX | XAB - EMINI SP500 MATERIALS SECTOR INDEX | Delta | 2 | A | All dates | 55% | |
XAE - EMINI SP 500 ENERGY SECTOR INDEX | 1 | B | All dates | |||||
CME | AGRICULTURE | DY - CME DRY WHEY FUTURES | Delta | 27 | B | 12/2020 | 04/2021 | 86% |
BLK - BLOCK CHEESE FUTURES | 96 | B | 11/2020 | 11/2020 | ||||
DA - CLASS III MILK FUTURES | 100 | A | 11/2020 | 11/2020 | ||||
DB - CASH BUTTER FUTURES | 4 | B | 11/2020 | 11/2020 | ||||
CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 4 | B | 11/2020 | 11/2020 | 86% |
DA - CLASS III MILK FUTURES | 4 | A | 12/2020 | 03/2021 | ||||
DY - CME DRY WHEY FUTURES | 1 | B | 12/2020 | 04/2021 | ||||
CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 4 | B | 12/2020 | 03/2021 | 86% |
DA - CLASS III MILK FUTURES | 4 | A | 11/2020 | 11/2020 | ||||
DY - CME DRY WHEY FUTURES | 1 | B | 11/2020 | 11/2020 | ||||
CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 96 | B | 11/2020 | 11/2020 | 86% |
DA - CLASS III MILK FUTURES | 100 | A | 11/2020 | 11/2020 | ||||
DB - CASH BUTTER FUTURES | 4 | B | 11/2020 | 11/2020 | ||||
DY - CME DRY WHEY FUTURES | 27 | B | 11/2020 | 11/2020 | ||||
CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 4 | B | 11/2020 | 11/2020 | 86% |
DA - CLASS III MILK FUTURES | 4 | A | 12/2020 | 03/2021 | ||||
DY - CME DRY WHEY FUTURES | 1 | B | 11/2020 | 11/2020 | ||||
CME | FX | AC - AD/CD FUTURES | Delta | 2 | A | All dates | 55% | |
SE - SKR/USD CROSS RATE FUTURES | 3 | B | All dates | |||||
CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 96 | B | 11/2020 | 11/2020 | 86% |
DA - CLASS III MILK FUTURES | 100 | A | 11/2020 | 11/2020 | ||||
DB - CASH BUTTER FUTURES | 4 | B | 11/2020 | 11/2020 | ||||
DY - CME DRY WHEY FUTURES | 27 | B | 11/2020 | 11/2020 | ||||
CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 4 | B | 11/2020 | 11/2020 | 86% |
DA - CLASS III MILK FUTURES | 4 | A | 12/2020 | 03/2021 | ||||
DY - CME DRY WHEY FUTURES | 1 | B | 11/2020 | 11/2020 | ||||
CME | EQUITY INDEX | XAE - EMINI SP 500 ENERGY SECTOR INDEX | Delta | 1 | B | All dates | 55% | |
NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 1 | A | All dates | |||
CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 4 | B | 11/2020 | 11/2020 | 86% |
DA - CLASS III MILK FUTURES | 4 | A | 11/2020 | 11/2020 | ||||
DY - CME DRY WHEY FUTURES | 1 | B | 12/2020 | 04/2021 | ||||
CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 4 | B | 11/2020 | 11/2020 | 86% |
DA - CLASS III MILK FUTURES | 4 | A | 11/2020 | 11/2020 | ||||
DY - CME DRY WHEY FUTURES | 1 | B | 12/2020 | 04/2021 | ||||
CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 4 | B | 11/2020 | 11/2020 | 86% |
DA - CLASS III MILK FUTURES | 4 | A | 11/2020 | 11/2020 | ||||
DY - CME DRY WHEY FUTURES | 1 | B | 11/2020 | 11/2020 | ||||
CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 4 | B | 11/2020 | 11/2020 | 86% |
DA - CLASS III MILK FUTURES | 4 | A | 11/2020 | 11/2020 | ||||
DY - CME DRY WHEY FUTURES | 1 | B | 11/2020 | 11/2020 | ||||
CME | EQUITY INDEX | QN - NASDAQ COMPOSITE FUTURES | Delta | 5 | B | All dates | 85% | |
SP - S&P 500 FUTURES | 1 | A | All dates | |||||
CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | All dates | 85% | |
TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 5 | B | All dates | |||||
CME | EQUITY INDEX | ASR - ADJUSTED INT RATE S&P500 TOTAL RET | Delta | 5 | A | All dates | 85% | |
SP - S&P 500 FUTURES | 1 | B | All dates | |||||
CME | EQUITY INDEX | XAP - EMINI SP 500 CONS STAPLES SECTOR IX | Delta | 1 | B | All dates | 55% | |
XAR - REAL ESTATE SELECT SECTOR FUTURES | 1 | A | All dates | |||||
CME | EQUITY INDEX | R1R - RUSSELL 1000 TOTAL RETURN INDEX FUT | Delta | 15 | A | All dates | 85% | |
SP - S&P 500 FUTURES | 2 | B | All dates | |||||
CME | FX | AD - AUSTRALIAN DOLLAR FUTURES | Delta | 4 | A | All dates | 55% | |
SE - SKR/USD CROSS RATE FUTURES | 1 | B | All dates | |||||
CME | AGRICULTURE | DB - CASH BUTTER FUTURES | Delta | 2 | B | 12/2020 | 02/2021 | 55% |
DK - CLASS IV MILK FUTURE | 5 | A | 02/2022 | 10/2022 | ||||
NF - NONFAT DRY MILK FUTURES | 2 | B | 12/2020 | 01/2022 | ||||
CME | EQUITY INDEX | ASR - ADJUSTED INT RATE S&P500 TOTAL RET | Delta | 3 | A | All dates | 85% | |
SG - S&P/ CITIGROUP GROWTH INDEX FUTURES | 1 | B | All dates | |||||
CME | EQUITY INDEX | SG - S&P/ CITIGROUP GROWTH INDEX FUTURES | Delta | 1 | B | All dates | 85% | |
TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 3 | A | All dates | |||||
CME | AGRICULTURE | DB - CASH BUTTER FUTURES | Delta | 2 | B | 03/2021 | 10/2022 | 55% |
DK - CLASS IV MILK FUTURE | 5 | A | 02/2022 | 10/2022 | ||||
NF - NONFAT DRY MILK FUTURES | 2 | B | 12/2020 | 01/2022 | ||||
CME | FX | CC - EC/CD CROSS RATE FUTURE | Delta | 1 | A | All dates | 55% | |
EC - EURO FUTURE | 1 | B | All dates | |||||
CME | FX | AC - AD/CD FUTURES | Delta | 2 | A | All dates | 55% | |
EC - EURO FUTURE | 1 | B | All dates | |||||
CME | AGRICULTURE | DB - CASH BUTTER FUTURES | Delta | 2 | B | 12/2020 | 02/2021 | 55% |
DK - CLASS IV MILK FUTURE | 5 | A | 02/2022 | 10/2022 | ||||
NF - NONFAT DRY MILK FUTURES | 2 | B | 02/2022 | 10/2022 | ||||
CME | AGRICULTURE | DB - CASH BUTTER FUTURES | Delta | 2 | B | 03/2021 | 10/2022 | 55% |
DK - CLASS IV MILK FUTURE | 5 | A | 02/2022 | 10/2022 | ||||
NF - NONFAT DRY MILK FUTURES | 2 | B | 02/2022 | 10/2022 | ||||
CME | AGRICULTURE | DB - CASH BUTTER FUTURES | Delta | 2 | B | 11/2020 | 11/2020 | 55% |
DK - CLASS IV MILK FUTURE | 5 | A | 02/2022 | 10/2022 | ||||
NF - NONFAT DRY MILK FUTURES | 2 | B | 12/2020 | 01/2022 | ||||
CME | AGRICULTURE | DB - CASH BUTTER FUTURES | Delta | 2 | B | 12/2020 | 02/2021 | 55% |
DK - CLASS IV MILK FUTURE | 5 | A | 02/2022 | 10/2022 | ||||
NF - NONFAT DRY MILK FUTURES | 2 | B | 11/2020 | 11/2020 | ||||
CME | AGRICULTURE | DB - CASH BUTTER FUTURES | Delta | 2 | B | 03/2021 | 10/2022 | 55% |
DK - CLASS IV MILK FUTURE | 5 | A | 02/2022 | 10/2022 | ||||
NF - NONFAT DRY MILK FUTURES | 2 | B | 11/2020 | 11/2020 | ||||
CME | AGRICULTURE | DB - CASH BUTTER FUTURES | Delta | 2 | B | 11/2020 | 11/2020 | 55% |
DK - CLASS IV MILK FUTURE | 5 | A | 02/2022 | 10/2022 | ||||
NF - NONFAT DRY MILK FUTURES | 2 | B | 02/2022 | 10/2022 | ||||
CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 55% | |
CME | ED - EURODOLLAR FUTURES | 8 | B | 12/2028 | 09/2029 | |||
CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 55% | |
CME | ED - EURODOLLAR FUTURES | 8 | B | 12/2027 | 09/2028 | |||
CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 55% | |
CME | ED - EURODOLLAR FUTURES | 8 | B | 12/2026 | 09/2027 | |||
CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 55% | |
CME | ED - EURODOLLAR FUTURES | 8 | B | 12/2029 | 09/2030 | |||
CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 55% | |
CME | ED - EURODOLLAR FUTURES | 8 | B | 12/2025 | 09/2026 | |||
CME | AGRICULTURE | DB - CASH BUTTER FUTURES | Delta | 2 | B | 11/2020 | 11/2020 | 55% |
DK - CLASS IV MILK FUTURE | 5 | A | 02/2022 | 10/2022 | ||||
NF - NONFAT DRY MILK FUTURES | 2 | B | 11/2020 | 11/2020 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2029 | 09/2030 | 55% |
CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2026 | 09/2027 | 55% |
CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2028 | 09/2029 | 55% |
CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2027 | 09/2028 | 55% |
CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | ||||
CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 9 | B | 09/2024 | 03/2030 | 55% |
CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | ||||
CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 9 | B | 09/2023 | 06/2024 | 55% |
CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | ||||
CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 9 | B | 09/2022 | 06/2023 | 55% |
CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | ||||
CME | FX | 1SF - E-MICRO USD/CHF FUTURES | Delta | 18 | A | All dates | 55% | |
AD - AUSTRALIAN DOLLAR FUTURES | 3 | A | All dates | |||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 12/2020 | 02/2021 | 55% |
CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 09/2019 | 06/2021 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2020 | 02/2021 | 55% |
CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||
CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 55% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2023 | 06/2024 | |||
CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 55% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2022 | 06/2023 | |||
CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 55% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2021 | 06/2022 | |||
CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 55% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 09/2021 | 06/2022 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 12/2021 | 09/2022 | 55% |
CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 06/2021 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2028 | 09/2029 | 55% |
CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2020 | 06/2021 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2027 | 09/2028 | 55% |
CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2020 | 06/2021 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2028 | 09/2029 | 55% |
CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2029 | 09/2030 | 55% |
CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2029 | 09/2030 | 55% |
CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2020 | 06/2021 | |||
CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | A | All dates | 55% | |
CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2025 | 09/2026 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2027 | 09/2028 | 55% |
CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2021 | 06/2021 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2027 | 09/2028 | 55% |
CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 9 | A | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2028 | 09/2029 | 55% |
CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2021 | 06/2021 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2029 | 09/2030 | 55% |
CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2021 | 06/2021 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2028 | 09/2029 | 55% |
CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 9 | A | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2029 | 09/2030 | 55% |
CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 9 | A | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2026 | 09/2027 | 55% |
CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2019 | 03/2020 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2029 | 09/2030 | 55% |
CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2020 | 03/2021 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2028 | 09/2029 | 55% |
CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2020 | 03/2021 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2027 | 09/2028 | 55% |
CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2020 | 03/2021 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2025 | 09/2026 | 55% |
CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2018 | 03/2019 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2026 | 09/2027 | 55% |
SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 11/2021 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2026 | 09/2027 | 55% |
SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 11/2021 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2029 | 09/2030 | 55% |
SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 11/2021 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2029 | 09/2030 | 55% |
SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 11/2021 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2028 | 09/2029 | 55% |
SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 11/2021 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2028 | 09/2029 | 55% |
SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 11/2021 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2027 | 09/2028 | 55% |
SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 11/2021 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2027 | 09/2028 | 55% |
SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 11/2021 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2026 | 09/2027 | 55% |
CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2020 | 09/2020 | |||
CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2020 | 06/2021 | 55% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 03/2021 | 11/2021 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 12/2029 | 09/2030 | 55% |
CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 4 | A | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 12/2028 | 09/2029 | 55% |
CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 4 | A | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2028 | 09/2029 | 55% |
CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 12/2020 | 06/2021 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 12/2026 | 09/2027 | 55% |
CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 4 | A | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2027 | 09/2028 | 55% |
CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 12/2020 | 06/2021 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2026 | 09/2027 | 55% |
CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 12/2020 | 06/2021 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2029 | 09/2030 | 55% |
CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 12/2020 | 06/2021 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 12/2027 | 09/2028 | 55% |
CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 4 | A | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2025 | 09/2026 | 55% |
SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 11/2021 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2025 | 09/2026 | 55% |
SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 11/2021 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 55% | |
CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2025 | 09/2026 | |||
CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 1 | B | All dates | 55% | |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 01/2021 | 01/2021 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2025 | 09/2026 | 55% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2024 | 03/2030 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2024 | 09/2025 | 55% |
CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2018 | 09/2018 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2024 | 09/2025 | 55% |
SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 11/2021 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2024 | 09/2025 | 55% |
SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 11/2021 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2025 | 09/2026 | 55% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2023 | 06/2024 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2025 | 09/2026 | 55% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2022 | 06/2023 | ||||
CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 4 | B | 06/2021 | 06/2021 | 55% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 11/2021 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 12/2026 | 09/2027 | 55% |
CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 4 | A | All dates | ||||
CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 12/2019 | 03/2020 | 55% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 02/2021 | 02/2021 | |||
CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 12/2019 | 03/2020 | 55% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 03/2021 | 11/2021 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2024 | 09/2025 | 55% |
CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2019 | 03/2020 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2023 | 09/2024 | 55% |
SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 11/2021 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2023 | 09/2024 | 55% |
SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 11/2021 | ||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 05/2021 | 55% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2023 | 09/2024 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 06/2021 | 10/2021 | 55% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2023 | 09/2024 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2024 | 09/2025 | 55% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2020 | 12/2020 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2024 | 09/2025 | 55% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2021 | 06/2022 | ||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 05/2021 | 55% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2022 | 09/2023 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2022 | 09/2023 | 55% |
SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 11/2021 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 55% | |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 01/2021 | 01/2021 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2022 | 09/2023 | 55% |
SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 11/2021 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2021 | 09/2022 | 55% |
SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 11/2021 | ||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2021 | 02/2021 | 55% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2021 | 09/2022 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2021 | 09/2022 | 55% |
SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 11/2021 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2023 | 09/2024 | 55% |
CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2017 | 03/2018 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2024 | 09/2025 | 55% |
CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2019 | 09/2019 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2021 | 09/2021 | 55% |
SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 11/2021 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2021 | 09/2021 | 55% |
SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 11/2021 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2023 | 09/2024 | 55% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2020 | 12/2020 | ||||
CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 02/2021 | 02/2021 | 55% |
SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2024 | 03/2030 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2023 | 09/2024 | 55% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2021 | 06/2021 | ||||
CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 01/2021 | 01/2021 | 55% |
SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2022 | 06/2023 | ||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2021 | 02/2021 | 55% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2020 | 02/2021 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 03/2021 | 09/2021 | 55% |
CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2023 | 09/2024 | 55% |
CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2019 | 09/2019 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2022 | 09/2023 | 55% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2020 | 12/2020 | ||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2021 | 02/2021 | 55% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2021 | 06/2021 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2022 | 09/2023 | 55% |
CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2018 | 09/2018 | |||
CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 12/2018 | 03/2019 | 55% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 09/2023 | 06/2024 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 12/2020 | 02/2021 | 55% |
CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | ||||
CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 12/2018 | 03/2019 | 55% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 09/2022 | 06/2023 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2020 | 02/2021 | 55% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2024 | 03/2030 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2020 | 02/2021 | 55% |
CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2018 | 03/2019 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2022 | 09/2023 | 55% |
CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2017 | 09/2017 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2020 | 02/2021 | 55% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2023 | 06/2024 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2022 | 09/2023 | 55% |
CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 06/2020 | 09/2020 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2020 | 02/2021 | 55% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2022 | 06/2023 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 03/2021 | 09/2021 | 55% |
CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2018 | 09/2018 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2021 | 09/2022 | 55% |
CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 06/2020 | 09/2020 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 12/2022 | 09/2023 | 55% |
CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 12/2013 | 12/2018 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2020 | 02/2021 | 55% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2021 | 06/2021 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2020 | 02/2021 | 55% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2020 | 12/2020 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2021 | 09/2021 | 55% |
CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2017 | 09/2017 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2020 | 02/2021 | 55% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2021 | 06/2022 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 12/2021 | 09/2022 | 55% |
CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 12/2013 | 12/2018 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2021 | 09/2021 | 55% |
CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 06/2020 | 09/2020 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2021 | 09/2022 | 55% |
CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2018 | 03/2019 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2020 | 02/2021 | 55% |
CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2019 | 09/2019 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | All dates | 55% | |
CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||
CME | FX | EC - EURO FUTURE | Delta | 1 | A | All dates | 52% | |
NE - NEW ZEALAND FUTURES | 2 | B | All dates | |||||
CME | EQUITY INDEX | EI - FTSE EMERGING INDEX FUTURES | Delta | 2 | A | All dates | 51% | |
NK - NIKKEI 225 DOLLAR FUTURES | 1 | B | All dates | |||||
CME | FX | BY - BPJY FUTURE | Delta | 4 | A | All dates | 50% | |
SJ - SFJY FUTURES | 5 | B | All dates | |||||
CME | FX | CY - CD/JY FUTURES | Delta | 1 | A | All dates | 50% | |
RY - EURO FX/JY FUTURE | 1 | B | All dates | |||||
CME | FX | SJ - SFJY FUTURES | Delta | 2 | A | All dates | 50% | |
UN - NKR/USD FUTURES | 3 | B | All dates | |||||
CME | EQUITY INDEX | N1 - NIKKEI 225 YEN FUT | Delta | 2 | B | All dates | 50% | |
RTY - EMINI RUSSELL 2000 INDEX FUTURES | 3 | A | All dates | |||||
CME | EQUITY INDEX | N1 - NIKKEI 225 YEN FUT | Delta | 1 | A | All dates | 50% | |
XAB - EMINI SP500 MATERIALS SECTOR INDEX | 1 | B | All dates | |||||
CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | All dates | 50% | |
XAZ - E-MINI COM SERVICES SELECT SECTOR | 10 | B | All dates | |||||
CME | EQUITY INDEX | FT1 - E-MINI FTSE 100 INDEX FUTURES | Delta | 10 | A | All dates | 50% | |
SP - S&P 500 FUTURES | 1 | B | All dates | |||||
CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | B | All dates | 50% | |
XAR - REAL ESTATE SELECT SECTOR FUTURES | 15 | A | All dates | |||||
CME | EQUITY INDEX | IPO - E-MINI IPOX 100 U.S. INDEX FUTURES | Delta | 125 | A | All dates | 50% | |
SP - S&P 500 FUTURES | 1 | B | All dates | |||||
CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | All dates | 50% | |
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | 40 | A | All dates | |||
CME | FX | KE - EC/SKR CROSS RATE FUTURES | Delta | 2 | A | All dates | 50% | |
SE - SKR/USD CROSS RATE FUTURES | 1 | A | All dates | |||||
CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 2 | A | All dates | 50% | |
NQ - E-MINI NASDAQ 100 FUTURES | 3 | B | All dates | |||||
CME | EQUITY INDEX | QN - NASDAQ COMPOSITE FUTURES | Delta | 5 | B | All dates | 85% | |
SMP - S&P SMALLCAP 600 FUTURES | 2 | A | All dates | |||||
CME | EQUITY INDEX | N1R - NASDAQ-100 TOTAL RETURN INDEX FUT | Delta | 1 | A | All dates | 85% | |
R1R - RUSSELL 1000 TOTAL RETURN INDEX FUT | 1 | B | All dates | |||||
CBT | EQUITY INDEX | DTR - DOW JONES TOT RTURN FUT | Delta | 3 | B | All dates | 85% | |
CME | R1R - RUSSELL 1000 TOTAL RETURN INDEX FUT | 4 | A | All dates | ||||
CBT | EQUITY INDEX | DTR - DOW JONES TOT RTURN FUT | Delta | 2 | A | All dates | 85% | |
CME | RS1 - EMINI RUSSELL 1000 INDEX FUTURES | 3 | B | All dates | ||||
CME | EQUITY INDEX | R1R - RUSSELL 1000 TOTAL RETURN INDEX FUT | Delta | 1 | A | All dates | 85% | |
R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT | 1 | B | All dates | |||||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | B | All dates | 50% | |
XAF - EMINI SP500 - FINANCIAL SECT INDEX | 1 | A | All dates | |||||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | B | All dates | 50% | |
XAV - EMINI SP500- HEALTH CARE SECT INDEX | 1 | A | All dates | |||||
CME | FX | CNH - USD/CNH FUTURES | Delta | 2 | A | All dates | 50% | |
UN - NKR/USD FUTURES | 1 | A | All dates | |||||
CME | EQUITY INDEX | IPO - E-MINI IPOX 100 U.S. INDEX FUTURES | Delta | 4 | A | All dates | 50% | |
NQ - E-MINI NASDAQ 100 FUTURES | 1 | B | All dates | |||||
CME | EQUITY INDEX | IPT - BTIC ON E-MINI IPOX 100 U.S. INDEX | Delta | 4 | A | All dates | 50% | |
NQ - E-MINI NASDAQ 100 FUTURES | 1 | B | All dates | |||||
CME | FX | 1JY - E-MICRO USD/JPY FUT | Delta | 1 | B | All dates | 50% | |
CC - EC/CD CROSS RATE FUTURE | 4 | A | All dates | |||||
CME | FX | CNH - USD/CNH FUTURES | Delta | 2 | A | All dates | 50% | |
SE - SKR/USD CROSS RATE FUTURES | 1 | A | All dates | |||||
CME | EQUITY INDEX | FT1 - E-MINI FTSE 100 INDEX FUTURES | Delta | 2 | A | All dates | 50% | |
ME - EMINI MIDCAP FUTURES | 1 | B | All dates | |||||
CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 5 | B | All dates | 50% | |
XAP - EMINI SP 500 CONS STAPLES SECTOR IX | 12 | A | All dates | |||||
CME | EQUITY INDEX | EI - FTSE EMERGING INDEX FUTURES | Delta | 7 | A | All dates | 50% | |
ME - EMINI MIDCAP FUTURES | 2 | B | All dates | |||||
CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 5 | B | All dates | 50% | |
XAR - REAL ESTATE SELECT SECTOR FUTURES | 12 | A | All dates | |||||
CMX | METALS | CX-HG - COMEX COPPER FUTURES | Delta | 2 | A | All dates | 50% | |
CME | FX | CNH - USD/CNH FUTURES | 1 | A | All dates | |||
CME | EQUITY INDEX | FTU - EMINI USD FTSE 100 INDEX FUTURE | Delta | 3 | A | All dates | 50% | |
ME - EMINI MIDCAP FUTURES | 1 | B | All dates | |||||
CME | EQUITY INDEX | ASR - ADJUSTED INT RATE S&P500 TOTAL RET | Delta | 2 | A | All dates | 50% | |
XAE - EMINI SP 500 ENERGY SECTOR INDEX | 1 | B | All dates | |||||
CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 2 | A | All dates | 50% | |
XAE - EMINI SP 500 ENERGY SECTOR INDEX | 1 | B | All dates | |||||
CME | EQUITY INDEX | ASR - ADJUSTED INT RATE S&P500 TOTAL RET | Delta | 1 | A | All dates | 50% | |
XAR - REAL ESTATE SELECT SECTOR FUTURES | 3 | B | All dates | |||||
CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | All dates | 50% | |
XAR - REAL ESTATE SELECT SECTOR FUTURES | 3 | B | All dates | |||||
CME | EQUITY INDEX | XAB - EMINI SP500 MATERIALS SECTOR INDEX | Delta | 1 | A | All dates | 50% | |
XAY - E-MINI SP500 CONS DISCRET SECTOR IX | 1 | B | All dates | |||||
CME | FX | AD - AUSTRALIAN DOLLAR FUTURES | Delta | 3 | B | All dates | 50% | |
CNH - USD/CNH FUTURES | 2 | A | All dates | |||||
CME | EQUITY INDEX | XAE - EMINI SP 500 ENERGY SECTOR INDEX | Delta | 1 | A | All dates | 50% | |
XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX | 1 | B | All dates | |||||
CME | EQUITY INDEX | XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | Delta | 1 | A | All dates | 50% | |
XAV - EMINI SP500- HEALTH CARE SECT INDEX | 1 | B | All dates | |||||
CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 1 | B | All dates | 50% | |
RS1 - EMINI RUSSELL 1000 INDEX FUTURES | 2 | A | All dates | |||||
CME | EQUITY INDEX | XAP - EMINI SP 500 CONS STAPLES SECTOR IX | Delta | 2 | A | All dates | 50% | |
CBT | YM - E-MINI DOW ($5) FUTURES | 1 | B | All dates | ||||
CME | EQUITY INDEX | XAV - EMINI SP500- HEALTH CARE SECT INDEX | Delta | 1 | A | All dates | 50% | |
XAZ - E-MINI COM SERVICES SELECT SECTOR | 1 | B | All dates | |||||
CME | EQUITY INDEX | EI - FTSE EMERGING INDEX FUTURES | Delta | 2 | A | All dates | 50% | |
CBT | YM - E-MINI DOW ($5) FUTURES | 1 | B | All dates | ||||
CME | EQUITY INDEX | XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | Delta | 1 | A | All dates | 50% | |
XAZ - E-MINI COM SERVICES SELECT SECTOR | 1 | B | All dates | |||||
CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | All dates | 50% | |
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | 8 | A | All dates | |||
CME | EQUITY INDEX | FT1 - E-MINI FTSE 100 INDEX FUTURES | Delta | 1 | A | All dates | 50% | |
NK - NIKKEI 225 DOLLAR FUTURES | 1 | B | All dates | |||||
CME | EQUITY INDEX | RSG - EMINI RUSSELL 1000 GROWTH FUT | Delta | 1 | B | All dates | 50% | |
RSV - EMINI RUSSELL 1000 VALUE | 1 | A | All dates | |||||
CME | EQUITY INDEX | IPO - E-MINI IPOX 100 U.S. INDEX FUTURES | Delta | 5 | A | All dates | 50% | |
CBT | YM - E-MINI DOW ($5) FUTURES | 1 | B | All dates | ||||
CME | FX | AD - AUSTRALIAN DOLLAR FUTURES | Delta | 4 | A | All dates | 50% | |
UN - NKR/USD FUTURES | 1 | B | All dates | |||||
CME | EQUITY INDEX | IPT - BTIC ON E-MINI IPOX 100 U.S. INDEX | Delta | 5 | A | All dates | 50% | |
CBT | YM - E-MINI DOW ($5) FUTURES | 1 | B | All dates | ||||
CME | EQUITY INDEX | XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | Delta | 1 | A | All dates | 50% | |
XAP - EMINI SP 500 CONS STAPLES SECTOR IX | 1 | B | All dates | |||||
CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | A | All dates | 50% | |
XAR - REAL ESTATE SELECT SECTOR FUTURES | 2 | B | All dates | |||||
CME | EQUITY INDEX | XAB - EMINI SP500 MATERIALS SECTOR INDEX | Delta | 1 | A | All dates | 50% | |
XAP - EMINI SP 500 CONS STAPLES SECTOR IX | 1 | B | All dates | |||||
CME | FX | JY - JAPANESE YEN FUTURES | Delta | 1 | A | All dates | 50% | |
SF - SWISS FRANC FUTURES | 1 | B | All dates | |||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2021 | 09/2022 | 50% |
CBT | LIE - 30-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||
CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 50% | |
CME | ED - EURODOLLAR FUTURES | 4 | A | 12/2021 | 09/2022 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 03/2021 | 09/2021 | 50% |
CBT | LIE - 30-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||
CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 50% | |
CME | ED - EURODOLLAR FUTURES | 4 | A | 03/2021 | 09/2021 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2020 | 02/2021 | 50% |
CBT | LIE - 30-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||
CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 50% | |
CME | ED - EURODOLLAR FUTURES | 4 | A | 12/2020 | 02/2021 | |||
CME | FX | BP - BRITISH POUND FUTURES | Delta | 4 | A | All dates | 50% | |
SF - SWISS FRANC FUTURES | 5 | B | All dates | |||||
CME | FX | CD - CANADIAN DOLLAR FUTURES | Delta | 3 | A | All dates | 50% | |
SE - SKR/USD CROSS RATE FUTURES | 1 | B | All dates | |||||
CME | EQUITY INDEX | EI - FTSE EMERGING INDEX FUTURES | Delta | 1 | A | All dates | 50% | |
FT5 - EMINI FTSE CHINA 50 INDEX FUTURE | 2 | B | All dates | |||||
CME | FX | FR - HUNGARIAN FORINT (USD) FUTURES | Delta | 1 | A | All dates | 50% | |
R - HUNGARIAN FORINT/EUR CROSS RATE FUT | 1 | B | All dates | |||||
CMX | METALS | CX-HG - COMEX COPPER FUTURES | Delta | 1 | A | All dates | 50% | |
CME | FX | AD - AUSTRALIAN DOLLAR FUTURES | 2 | B | All dates | |||
CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 50% | |
CME | ED - EURODOLLAR FUTURES | 8 | B | 12/2024 | 09/2025 | |||
CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 50% | |
CME | ED - EURODOLLAR FUTURES | 8 | B | 12/2023 | 09/2024 | |||
CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |
CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2029 | 09/2030 | |||
CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |
CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2026 | 09/2027 | |||
CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |
CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2027 | 09/2028 | |||
CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |
CME | ED - EURODOLLAR FUTURES | 5 | A | 12/2028 | 09/2029 | |||
CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |
CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2025 | 09/2026 | |||
CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 50% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 09/2022 | 06/2023 | |||
CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |
CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2024 | 09/2025 | |||
CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 50% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 03/2021 | 06/2021 | |||
CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 50% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 03/2021 | 06/2021 | |||
CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 50% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 09/2021 | 06/2022 | |||
CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 50% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 03/2021 | 06/2021 | |||
CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 50% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 09/2021 | 06/2022 | |||
CME | FX | AD - AUSTRALIAN DOLLAR FUTURES | Delta | 2 | A | All dates | 50% | |
EC - EURO FUTURE | 1 | B | All dates | |||||
CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |
CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2023 | 09/2024 | |||
CME | FX | BR - BRAZILIAN REAL FUTURES | Delta | 3 | B | All dates | 50% | |
CHP - CHILEAN PESO/US DOLLAR CLP/USD FUT | 1 | A | All dates | |||||
CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |
CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2022 | 09/2023 | |||
CME | REAL ESTATE | BOS - BOSTON CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 50% | |
LAX - LOS ANGELES CSI HOUSING INDEX FUT | 1 | B | All dates | |||||
CME | REAL ESTATE | BOS - BOSTON CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 50% | |
SFR - SAN FRANCISCO CSI HOUSING INDEX FUT | 1 | B | All dates | |||||
CME | REAL ESTATE | BOS - BOSTON CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 50% | |
DEN - DENVER CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||
CME | REAL ESTATE | SFR - SAN FRANCISCO CSI HOUSING INDEX FUT | Delta | 1 | A | All dates | 50% | |
WDC - WASH DC CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||
CME | FX | 1SF - E-MICRO USD/CHF FUTURES | Delta | 9 | A | All dates | 50% | |
BP - BRITISH POUND FUTURES | 1 | A | All dates | |||||
CME | FX | BR - BRAZILIAN REAL FUTURES | Delta | 4 | A | All dates | 50% | |
RA - AFRICAN RAND FUTURES | 5 | B | All dates | |||||
CME | FX | BR - BRAZILIAN REAL FUTURES | Delta | 3 | A | All dates | 50% | |
MP - MEXICAN PESO FUTURES | 2 | B | All dates | |||||
CME | REAL ESTATE | CHI - CHICAGO CSI HOUSING INDEX FUTURE | Delta | 1 | A | All dates | 50% | |
SFR - SAN FRANCISCO CSI HOUSING INDEX FUT | 1 | B | All dates | |||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2025 | 09/2026 | 50% |
CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2024 | 09/2025 | 50% |
CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | ||||
CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 1 | A | 11/2020 | 11/2020 | 50% |
DA - CLASS III MILK FUTURES | 1 | B | 11/2020 | 11/2020 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2023 | 09/2024 | 50% |
CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | ||||
CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 9 | B | 03/2021 | 06/2021 | 50% |
CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | ||||
CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 9 | B | 09/2021 | 06/2022 | 50% |
CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | ||||
CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 9 | B | 03/2021 | 06/2021 | 50% |
CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | ||||
CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 9 | B | 09/2021 | 06/2022 | 50% |
CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2020 | 02/2021 | 50% |
CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 06/2019 | |||
CME | FX | 1SF - E-MICRO USD/CHF FUTURES | Delta | 27 | A | All dates | 50% | |
CD - CANADIAN DOLLAR FUTURES | 4 | A | All dates | |||||
CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 50% | |
CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2021 | 09/2022 | |||
CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 50% | |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2021 | 09/2021 | |||
CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 50% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 06/2021 | |||
CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 50% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 06/2021 | |||
CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | A | All dates | 50% | |
CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2026 | 09/2027 | |||
CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | A | All dates | 50% | |
CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2028 | 09/2029 | |||
CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | A | All dates | 50% | |
CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2027 | 09/2028 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2029 | 09/2030 | 50% |
CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2019 | 03/2020 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2028 | 09/2029 | 50% |
CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2019 | 03/2020 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2027 | 09/2028 | 50% |
CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2019 | 03/2020 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 12/2028 | 09/2029 | 50% |
EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 04/2021 | 11/2021 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 12/2029 | 09/2030 | 50% |
EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 04/2021 | 11/2021 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 12/2027 | 09/2028 | 50% |
EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 04/2021 | 11/2021 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 12/2026 | 09/2027 | 50% |
EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 04/2021 | 11/2021 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2026 | 09/2027 | 50% |
CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2018 | 03/2019 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2027 | 09/2028 | 50% |
CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2018 | 03/2019 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2028 | 09/2029 | 50% |
CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2018 | 03/2019 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2029 | 09/2030 | 50% |
CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2018 | 03/2019 | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 50% | |
CME | SR1 - ONE-MONTH SOFR FUTURES | 2 | A | 03/2021 | 11/2021 | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 50% | |
CME | SR1 - ONE-MONTH SOFR FUTURES | 2 | A | 03/2021 | 11/2021 | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 50% | |
CME | SR1 - ONE-MONTH SOFR FUTURES | 2 | A | 01/2021 | 01/2021 | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 50% | |
CME | SR1 - ONE-MONTH SOFR FUTURES | 2 | A | 02/2021 | 02/2021 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 12/2025 | 09/2026 | 50% |
EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 04/2021 | 11/2021 | ||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2021 | 10/2025 | 50% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2026 | 09/2027 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 50% | |
CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2026 | 09/2027 |